dist_mvnchol {bamlss}

Cholesky MVN (disttree)

Description

disttree Families for MVN with Cholesky Parameterization

Usage

dist_mvnchol(k, r = k - 1L, type = c("basic", "modified", "chol"), ...)

Arguments

k

integer. The dimension of the multivariate distribution.

r

Integer, the number of off-diagonals to model (AD-r covariance).

type

character. Choose "basic" Cholesky decomposition or "modified" Cholesky decomposition. (For back compatibility "chol" is identical to "basic".)

...

not used.

Details

NOTE: These functions are under development!! disttree families that models a multivariate Normal (Gaussian) distribution by (modified) Cholesky decomposition of the covariance matrix.

Value

a bamlss family.